+90.2%
TT vs CHRW
+63.9%
+26.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.7% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -14.0% | -7.3% | -6.7% | -13.2% |
| 3M | -15.9% | -14.2% | -1.7% | -14.5% |
| 6M | -17.3% | -25.1% | +7.8% | -14.8% |
| YTD | +4.0% | -21.2% | +25.1% | +6.0% |
| 1Y | -7.1% | -14.2% | +7.0% | -6.5% |
| 3Y | +90.2% | +63.5% | +26.7% | +80.8% |
| All | +90.2% | +63.9% | +26.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling